Non-Parametric Estimation of Location
Abstract
A sequence of asymptotically normally distributed estimators of location is presented, having the property that, for any epsilon > 0, all estimators in the sequence beyond an appropriate point have asymptotic variances within epsilon of the Cramer-Rao lower bound, uniformly for all symmetric distributions in a non-parametric family constrained only by regularity conditions. The simplest non-trivial estimator in this sequence already possesses good efficiency-robustness properties, both asymptotically and for small sample sizes. This estimator is much easier to compute than previously proposed estimators having similar properties, and a good non-parametric estimate of the variance of the location estimator is produced as a byproduct.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 02, 1971
- Accession Number
- AD0737620
Entities
People
- M. V. Johns Jr.
Organizations
- Stanford University